+142.1%
WEC vs GME
+271.8%
-129.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.8% |
| 7D | -1.3% | +6.0% | -7.3% | -1.3% |
| 30D | -0.4% | +8.3% | -8.7% | -0.4% |
| 3M | -6.8% | -9.1% | +2.3% | -6.8% |
| 6M | -6.4% | -16.3% | +9.9% | -6.3% |
| YTD | +2.5% | +1.5% | +0.9% | +2.4% |
| 1Y | -0.4% | -16.3% | +15.9% | -0.3% |
| 3Y | +38.5% | +15.1% | +23.4% | +37.1% |
| 5Y | +31.7% | -57.2% | +88.9% | +30.6% |
| All | +142.1% | +271.8% | -129.7% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling